High-Frequency Trading and Probability Theory (East China.

Wang, Zhaodong; Zheng, Weian

ISBN 10: 9814616508 / ISBN 13: 9789814616508

Editore: World Scientific Publishing Company, 2014

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Titolo: High-Frequency Trading and Probability ...

Casa editrice: World Scientific Publishing Company

Data di pubblicazione: 2014

Legatura: Rilegato

Condizione: New

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Riassunto:

This book is the first of its kind to treat high-frequency trading and technical analysis as accurate sciences. The authors reveal how to build trading algorithms of high-frequency trading and obtain stable statistical arbitrage from the financial market in detail. The authors' arguments are based on rigorous mathematical and statistical deductions and this will appeal to people who believe in the theoretical aspect of the topic.Investors who believe in technical analysis will find out how to verify the efficiency of their technical arguments by ergodic theory of stationary stochastic processes, which form a mathematical background for technical analysis. The authors also discuss technical details of the IT system design for high-frequency trading.